The visual style of the music video shares similarities to Richard Ashcroft's music video "A Song for the Lovers." "Thursday's Child" director Walter Stern directed the iconic video "Bitter Sweet Symphony" for Ashcroft's former band The Verve.
The song was released in a hard rock version.
In a performance for VH1 Storytellers, Bowie revealed that the title of the song was prompted by the memory of the autobiography of actress Eartha Kitt. The book, also called Thursday's Child, used to be a favorite of his when he was 14 years old.